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A smoothing Newton algorithm for mathematical programs with complementarity constraints
trust region method for nonsmooth convex optimization
1. | Managerial Research Institute, Aichi University, Miyoshi, Aichi 470-0296, Japan |
2. | Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Kyoto 606-8501, Japan |
[1] |
Dan Li, Li-Ping Pang, Fang-Fang Guo, Zun-Quan Xia. An alternating linearization method with inexact data for bilevel nonsmooth convex optimization. Journal of Industrial and Management Optimization, 2014, 10 (3) : 859-869. doi: 10.3934/jimo.2014.10.859 |
[2] |
Jun Chen, Wenyu Sun, Zhenghao Yang. A non-monotone retrospective trust-region method for unconstrained optimization. Journal of Industrial and Management Optimization, 2013, 9 (4) : 919-944. doi: 10.3934/jimo.2013.9.919 |
[3] |
Lijuan Zhao, Wenyu Sun. Nonmonotone retrospective conic trust region method for unconstrained optimization. Numerical Algebra, Control and Optimization, 2013, 3 (2) : 309-325. doi: 10.3934/naco.2013.3.309 |
[4] |
Yigui Ou, Xin Zhou. A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization. Journal of Industrial and Management Optimization, 2018, 14 (2) : 785-801. doi: 10.3934/jimo.2017075 |
[5] |
Liang Zhang, Wenyu Sun, Raimundo J. B. de Sampaio, Jinyun Yuan. A wedge trust region method with self-correcting geometry for derivative-free optimization. Numerical Algebra, Control and Optimization, 2015, 5 (2) : 169-184. doi: 10.3934/naco.2015.5.169 |
[6] |
Jueyou Li, Guoquan Li, Zhiyou Wu, Changzhi Wu, Xiangyu Wang, Jae-Myung Lee, Kwang-Hyo Jung. Incremental gradient-free method for nonsmooth distributed optimization. Journal of Industrial and Management Optimization, 2017, 13 (4) : 1841-1857. doi: 10.3934/jimo.2017021 |
[7] |
Qinghua Ma, Zuoliang Xu, Liping Wang. Recovery of the local volatility function using regularization and a gradient projection method. Journal of Industrial and Management Optimization, 2015, 11 (2) : 421-437. doi: 10.3934/jimo.2015.11.421 |
[8] |
Honglan Zhu, Qin Ni, Meilan Zeng. A quasi-Newton trust region method based on a new fractional model. Numerical Algebra, Control and Optimization, 2015, 5 (3) : 237-249. doi: 10.3934/naco.2015.5.237 |
[9] |
Dan Xue, Wenyu Sun, Hongjin He. A structured trust region method for nonconvex programming with separable structure. Numerical Algebra, Control and Optimization, 2013, 3 (2) : 283-293. doi: 10.3934/naco.2013.3.283 |
[10] |
Jin-Zan Liu, Xin-Wei Liu. A dual Bregman proximal gradient method for relatively-strongly convex optimization. Numerical Algebra, Control and Optimization, 2021 doi: 10.3934/naco.2021028 |
[11] |
Hui Gao, Jian Lv, Xiaoliang Wang, Liping Pang. An alternating linearization bundle method for a class of nonconvex optimization problem with inexact information. Journal of Industrial and Management Optimization, 2021, 17 (2) : 805-825. doi: 10.3934/jimo.2019135 |
[12] |
Chunlin Hao, Xinwei Liu. A trust-region filter-SQP method for mathematical programs with linear complementarity constraints. Journal of Industrial and Management Optimization, 2011, 7 (4) : 1041-1055. doi: 10.3934/jimo.2011.7.1041 |
[13] |
Jing Zhou, Cheng Lu, Ye Tian, Xiaoying Tang. A SOCP relaxation based branch-and-bound method for generalized trust-region subproblem. Journal of Industrial and Management Optimization, 2021, 17 (1) : 151-168. doi: 10.3934/jimo.2019104 |
[14] |
Jirui Ma, Jinyan Fan. On convergence properties of the modified trust region method under Hölderian error bound condition. Journal of Industrial and Management Optimization, 2021 doi: 10.3934/jimo.2021222 |
[15] |
Saman Babaie–Kafaki, Reza Ghanbari. A class of descent four–term extension of the Dai–Liao conjugate gradient method based on the scaled memoryless BFGS update. Journal of Industrial and Management Optimization, 2017, 13 (2) : 649-658. doi: 10.3934/jimo.2016038 |
[16] |
Liping Pang, Na Xu, Jian Lv. The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints. Journal of Industrial and Management Optimization, 2019, 15 (1) : 59-79. doi: 10.3934/jimo.2018032 |
[17] |
Min Li. A three term Polak-Ribière-Polyak conjugate gradient method close to the memoryless BFGS quasi-Newton method. Journal of Industrial and Management Optimization, 2020, 16 (1) : 245-260. doi: 10.3934/jimo.2018149 |
[18] |
Yanmei Sun, Yakui Huang. An alternate gradient method for optimization problems with orthogonality constraints. Numerical Algebra, Control and Optimization, 2021, 11 (4) : 665-676. doi: 10.3934/naco.2021003 |
[19] |
A. M. Bagirov, Moumita Ghosh, Dean Webb. A derivative-free method for linearly constrained nonsmooth optimization. Journal of Industrial and Management Optimization, 2006, 2 (3) : 319-338. doi: 10.3934/jimo.2006.2.319 |
[20] |
Igor Griva, Roman A. Polyak. Proximal point nonlinear rescaling method for convex optimization. Numerical Algebra, Control and Optimization, 2011, 1 (2) : 283-299. doi: 10.3934/naco.2011.1.283 |
2020 Impact Factor: 1.801
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